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stat.ME2026
focus and focus-cpt: Fast Online Changepoint Detection in R and Python
Gaetano Romano, Kes Ward, Yuntang Fan +4
We present an R and Python package for fast online changepoint detection in univariate and multivariate data streams for a variety of models. The package implements the focus famil…
stat.ME2024
Geometric-Based Pruning Rules For Change Point Detection in Multiple Independent Time Series
Liudmila Pishchagina, Guillem Rigaill, Vincent Runge
We consider the problem of detecting multiple changes in multiple independent time series. The search for the best segmentation can be expressed as a minimization problem over a gi…